+29.5%
MCO vs D
+5.1%
+24.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -0.5% | -2.1% | +1.5% | +0.1% |
| 3M | +5.7% | -0.7% | +6.4% | +5.9% |
| 6M | +3.0% | +5.6% | -2.5% | +0.9% |
| YTD | -6.5% | +14.6% | -21.0% | -11.3% |
| 1Y | -5.8% | +15.3% | -21.1% | -11.1% |
| 3Y | +43.1% | +59.1% | -16.0% | +18.3% |
| 5Y | +29.5% | +3.9% | +25.6% | +28.8% |
| All | +29.5% | +5.1% | +24.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling